+137.3%
CTVA vs ADM
+128.6%
+8.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.2% |
| 7D | -20.8% | +4.2% | -24.9% | -22.5% |
| 30D | -29.6% | -12.8% | -16.8% | -24.5% |
| 3M | -16.9% | -8.5% | -8.4% | -13.4% |
| 6M | -24.3% | -10.9% | -13.3% | -20.2% |
| YTD | -5.6% | +29.4% | -35.0% | -19.3% |
| 1Y | -4.2% | +27.5% | -31.7% | -17.5% |
| 3Y | +43.3% | +10.3% | +32.9% | +27.7% |
| 5Y | +35.7% | +27.4% | +8.4% | +3.1% |
| All | +137.3% | +128.6% | +8.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling